Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function
Liu, Lie and Mao, Xuerong and Cao, Jinde (2019) Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function. Journal of Mathematical Analysis and Applications, 479 (2). pp. 1986-2006. ISSN 0022-247X (https://doi.org/10.1016/j.jmaa.2019.07.037)
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Abstract
This paper is concerned with input-to-state stability of SFDSs. By using stochastic analysis techniques, Razumikhin techniques and vector Lyapunov function method, vector Razumikhin-type theorem has been established on input-to-state stability for SFDSs. Novel sufficient criteria on the pth moment exponential input-to-state stability are obtained by the established vector Razumikhin-type theorem. When input is zero, an improved criterion on exponential stability is obtained. Two examples are provided to demonstrate validity of the obtained results.
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Item type: Article ID code: 69222 Dates: DateEvent15 November 2019Published16 July 2019Published Online1 July 2019AcceptedSubjects: Science > Mathematics > Probabilities. Mathematical statistics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 06 Aug 2019 10:01 Last modified: 09 Apr 2024 00:49 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/69222